8/14/2019 Worst of Barrier Reverse Convertible on NESTLE,
1/1
oupon 7.60% p.a. - 1 Year - European Barrier at 80% - CHFDetails Redemption
uer EFG Financial Products
uarantor EFG International On 26.03.2010 Client pays CHF 1000 (Denomination)
Rating: Fitch A
nderlying NESTLE SA-REGOn 01.04.2011 Client receives a Coupon of 7.60%
bg Ticker NESN VX Equi ty NOVN VX Equi ty ROG VX Equi ty
ike Level (100%) CHF 53.8 CHF 58.25 CHF 175.4 PLUS
rrier Level (80%) CHF 43.04 CHF 46.6 CHF 140.32
onversion Ratio 18.5874
yment Date 26.03.10
aluation Date 25.03.11
aturity Date 01.04.11
Saving Tax Option Premium Component 6.96% p.a.
Interest Component 0.64% p.a.
etails Physical Settlement European Barrier
N CH0111080526
aloren 11108052
X Symbol not listed
haracteristics
A guaranteed Coupon of 7.60% in fine 1. Maximum return of 7.60% in fine
rotection against 20% drop in Underlying's price 2. Exposure to volatility changes
ower volatility than direct equity exposure
econdary market as liquid as a share
Optimization of EU Tax components
istorical Chart
importer depuis la deuxieme feuille
ontacts
ppo Colombo Nathanael Gabay
no Frateschi Sofiane Zaiem
nislas Perromat +41 22 918 70 05
ejandro Pou Cuturi Live prices at www.efgfp.com77 93 15 11 66
Scenario 1: if the Underlyings are at or above the Barrier level on the Final Fixing
The Investor will receive a Cash Settlement in the Settlement Currency equal to:
Denomination
Scenario 2: if one or more Underlyings is below the Barrier on the Final Fixing Date
the Investor will receive a predefined round number (i.e. Conversion Ratio) of the
Underlying with the Worst Performance per Denomination.
Worst of Barrier Reverse Convertible on NESTLE, NOVARTIS and ROCHE
NOVARTIS AG-REG ROCHE HOLDING AG-GENUSSCHEIN
17.1674 5.7013
he Underlyingsperformance in the past does not constitute a guarantee for their future performance.The financial products' valueis subject to market fluctuation, what can leadto a partial or to tal loss o f the invested capital.The purchase of the financial products triggers co sts and fees.EFG
cial Products AG and/orano ther related companymayo perate as market maker for the financial products, may trade as principal,and may conclude hedging transactions. Such activity mayinfluence the market price,the price movement, or the liquidityo f t he financial products. EFG Financial
cts A G All rights reserved.
At least one Underlying is at or below its Strike level on the Maturity Date
Worst case scenario_______________________________________________________________
Risks______________________________________________________________________________portunities_________________________________________________________________
estle SA is a multinational packaged food company that manufactures and markets a wide range of food products. The Company's product lines include milk, chocolate, confectionery,
tled water, coffee, creamer, food seasoning and pet foods.
ovartis AG manufactures pharmaceutical and consumer healthcare pr oducts. The Company produces pharmaceuticals for cardiovascular, respiratory and infectious diseases;
ology, neuroscience, transplantation, ophthalmics, dermatology, gastrointestinal and urinary conditions, and arthritis; vaccines and diagnostics; generics; and over-the-counter, vision,
animal health products.
publication serves onlyfor information purposes and is not research;it constitutes neither a recommendation for the purchase of financial instruments nor an offer or an invitation for an of fer.No responsibilityis taken for the correctness of this info rmation.The financial instruments mentionedin
ocument are derivative instruments.They do not qualifyas units of a co llective investment scheme pursuant to art.7 et seqq.of the Swiss Federal Act on Collective Investment Schemes (CISA) and are therefore neither registered nor supervised bythe Swiss Financial Market SupervisoryAuthority
A. Investors bear the credit risk of the issuer/guarantor.Befo reinvesting in derivative instruments,Investors are highly recommended to ask their financial advisor fo r advice specificallyfocused on the Investors financial situation; the information cont ained in this document does not substitute
advice.This publication does not co nstitute a simplified prospectus pursuant to art.5 CISA, or a listing prospectus pursuant to art.652a or 1156 of the Swiss Code of Obligations. The relevant product documentation c an be obtained directlyat EFGFinancial P roducts AG: T el.+41(0)58800 1111,Fax
)58 800 1010, or via e-mail: termsheet@ef gfp.com . Selling restrictio ns apply for Europe, Ho ng Kong, Singapore, the USA, US persons, and the United Kingdom (t he issuance is subject to Swiss
oche Holding AG develops and manufactures pharmaceutical and diagnostic pr oducts. The Company produces prescription drugs i n the areas of cardiovascular, infectious,
oimmune, and respiratory diseases, dermatology, metabolic disorders, oncology, transplantation, and the central nervous system.
derlying_______________________________________________________________________________________________________________________________________________________________
Redemption: Shares of the Worst Performing Under lying (With Negative
Performance)demption: Denomination + 1 Coupons of 7.60% (Total return: 107.6%)
the Underlyings are above the Barrier Lev el on the Maturity Date
t case scenario____________________________________________________________
60%
70%
80%
90%
100%
110%
120%
Jan-08 Mar-08 May-08 Jul-08 Sep-08 Nov-08 Jan-09 Mar-09 May-09 Jul-09 Sep-09 Nov-09 Jan-10 Mar-10
Nestle
Novartis
Roche
Christophe Spanier
+41 58 800 10 45
Redemption: Denomination + 1 Coupon 7.60%
30% Protection
Redemption: Shares of the Worst performing
Underlying + 1 Coupon of 7.60%
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